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2026-09-10基準到達銘柄はありません2026-09-10 の判定は完了していますが、エントリー基準を満たす銘柄はありませんでした。
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1962-01-02 — 2026-09-10
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2026-09-10
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全バックテスト
最新実験 — candidate_clv07_atr3_fixed18_oos_frozen
| Run Type | Strategy | Version | 方式 | Cost | CAGR | 最大DD | 期待値 | PF | 取引 |
|---|---|---|---|---|---|---|---|---|---|
| research | RESEARCH | 1.2.0 | fixed | 10.00 bps | -0.9% | -22.5% | 1.0% | 1.20 | 107 |
| research | RESEARCH | 1.2.0 | fixed | 25.00 bps | -2.4% | -20.3% | 0.6% | 1.12 | 105 |
| research | RESEARCH | 1.2.0 | fixed | 50.00 bps | -9.0% | -24.9% | -0.6% | 0.90 | 118 |
資産曲線
v1.2.0 実験比較（10bps・最新実行）
| Experiment | 方式 | CAGR | 最大DD | 期待値 | PF | 勝率 | 取引 |
|---|---|---|---|---|---|---|---|
| research_exp27_rank_tr_atr | fixed | 6.6% | -16.2% | 2.6% | 1.63 | 38.4% | 424 |
| research_exp27_rank_volume_ratio | fixed | 6.7% | -17.0% | 2.7% | 1.65 | 38.7% | 421 |
| research_exp27_rank_breakout_extension | fixed | 7.4% | -15.9% | 2.9% | 1.74 | 40.2% | 420 |
| research_exp27_rank_total_score | fixed | 7.6% | -16.8% | 2.9% | 1.71 | 39.5% | 423 |
| research_exp-26_neutral_extension5 | fixed | 7.4% | -15.3% | 3.0% | 1.72 | 38.7% | 421 |
| research_exp-23_neutral_volume12 | fixed | 9.1% | -17.2% | 3.4% | 1.86 | 41.6% | 440 |
| research_exp22_no_fundamental | fixed | 9.1% | -18.6% | 3.1% | 1.71 | 39.3% | 491 |
| research_exp22_no_rs | fixed | 6.5% | -16.8% | 2.4% | 1.58 | 38.2% | 435 |
| research_exp22_no_volume | fixed | 12.7% | -20.2% | 3.8% | 2.00 | 41.7% | 563 |
| research_exp22_no_clv | fixed | 7.7% | -24.5% | 2.7% | 1.65 | 37.5% | 488 |
| research_exp22_nday_pivot | fixed | 3.9% | -18.1% | 1.5% | 1.35 | 35.8% | 424 |
| research_exp22_simple_vcp | fixed | 3.9% | -24.8% | 1.5% | 1.34 | 34.7% | 513 |
| research_exp21_baseline | fixed | 7.6% | -16.8% | 2.9% | 1.71 | 39.5% | 423 |
| research_exp20_integrated | fixed | 7.2% | -17.2% | 2.8% | 1.71 | 38.8% | 402 |
| research_exp16_rank_ticker | fixed | 7.2% | -17.2% | 2.8% | 1.71 | 38.8% | 402 |
| research_exp16_rank_fundamental_score | fixed | 7.5% | -18.8% | 2.9% | 1.73 | 39.2% | 403 |
| research_exp16_rank_rs_rating | fixed | 7.3% | -17.1% | 2.8% | 1.71 | 39.1% | 409 |
| research_exp16_rank_setup_score | fixed | 7.7% | -18.0% | 3.0% | 1.75 | 39.0% | 405 |
| research_exp16_rank_total_score | fixed | 7.5% | -17.6% | 2.9% | 1.73 | 39.0% | 405 |
| research_exp14_volume2 | fixed | 2.4% | -18.7% | 1.7% | 1.38 | 33.5% | 269 |
| research_exp02b_current_nday | fixed | 4.3% | -25.8% | 1.5% | 1.32 | 36.5% | 512 |
| research_exp09b_extension5 | fixed | 7.5% | -17.6% | 2.9% | 1.73 | 39.0% | 405 |
| research_exp07_no_trailing | none | 5.9% | -20.4% | 2.5% | 1.58 | 39.6% | 409 |
| research_exp07_atr4 | atr | 3.0% | -21.4% | 0.8% | 1.24 | 39.9% | 671 |
| research_exp07_fixed20 | fixed | 6.7% | -18.5% | 2.6% | 1.62 | 39.9% | 424 |
| research_exp05_equal_weight | fixed | 7.6% | -16.8% | 2.9% | 1.71 | 39.5% | 423 |
| research_exp03_fixed18_risk | fixed | 7.6% | -16.8% | 2.9% | 1.71 | 39.5% | 423 |
| research_exp02_pivot_swing | fixed | 7.6% | -16.8% | 2.9% | 1.71 | 39.5% | 423 |
| research_exp02_pivot_nday | fixed | 3.9% | -18.1% | 1.5% | 1.35 | 35.8% | 424 |
| research_exp01_vcp_structured | fixed | 7.6% | -16.8% | 2.9% | 1.71 | 39.5% | 423 |
| research_exp01_vcp_current | fixed | 3.9% | -24.8% | 1.5% | 1.34 | 34.7% | 513 |
| candidate_clv07_atr3_fixed18_oos_frozen | fixed | -0.9% | -22.5% | 1.0% | 1.20 | 34.6% | 107 |
| candidate_clv08_structural_fixed20 | fixed | 4.1% | -23.0% | 1.7% | 1.37 | 37.9% | 404 |
| candidate_clv08_atr3_fixed18 | fixed | 5.4% | -19.1% | 2.1% | 1.48 | 37.2% | 417 |
| candidate_clv07_atr3_fixed18 | fixed | 7.6% | -16.8% | 2.9% | 1.71 | 39.5% | 423 |
| neutral_off | fixed | 4.7% | -22.1% | 1.4% | 1.38 | 32.1% | 560 |
| neutral50 | fixed | 4.8% | -25.3% | 1.3% | 1.35 | 30.5% | 603 |
| neutral100 | fixed | 4.7% | -25.5% | 1.3% | 1.35 | 30.5% | 603 |
| time30 | fixed | 4.6% | -20.6% | 1.2% | 1.36 | 25.1% | 673 |
| time20 | fixed | 4.9% | -24.0% | 1.2% | 1.40 | 23.4% | 717 |
最近の取引
| Ticker | Version | 方式 | Entry | Exit | Return | Days | MFE | MAE | Reason |
|---|---|---|---|---|---|---|---|---|---|
| AXTA | 1.2.0 | fixed | 2026-05-29 | 2026-08-18 | 17.5% | 56 | 27.2% | -2.2% | final_day |
| DYN | 1.2.0 | fixed | 2026-07-08 | 2026-08-18 | 9.8% | 30 | 16.6% | -9.2% | final_day |
| FN | 1.2.0 | fixed | 2026-08-18 | 2026-08-18 | -7.5% | 1 | 1.1% | -7.8% | final_day |
| GM | 1.2.0 | fixed | 2026-07-22 | 2026-08-18 | 4.1% | 20 | 14.0% | -2.0% | final_day |
| JBHT | 1.2.0 | fixed | 2026-05-18 | 2026-08-18 | 6.0% | 64 | 14.8% | -2.8% | final_day |
| LECO | 1.2.0 | fixed | 2026-04-09 | 2026-08-18 | 11.2% | 91 | 14.3% | -3.7% | final_day |
| MATX | 1.2.0 | fixed | 2026-07-02 | 2026-08-18 | 7.1% | 33 | 12.7% | -5.5% | final_day |
| NTAP | 1.2.0 | fixed | 2026-07-10 | 2026-08-18 | 19.7% | 28 | 22.2% | -8.7% | final_day |
| WKC | 1.2.0 | fixed | 2026-07-28 | 2026-08-17 | -10.1% | 15 | 2.4% | -10.0% | stop |
| LQDA | 1.2.0 | fixed | 2026-07-23 | 2026-08-13 | -10.1% | 16 | 8.5% | -10.0% | stop |
| VISN | 1.2.0 | fixed | 2026-04-16 | 2026-08-06 | 17.4% | 78 | 43.4% | -1.8% | stop |
| VLO | 1.2.0 | fixed | 2026-03-03 | 2026-07-24 | 38.5% | 100 | 46.8% | -3.9% | max_holding |
| S | 1.2.0 | fixed | 2026-07-15 | 2026-07-22 | -10.1% | 6 | 2.5% | -10.0% | stop |
| ERAS | 1.2.0 | fixed | 2026-07-16 | 2026-07-17 | -10.1% | 2 | 0.9% | -10.0% | stop |
| PENG | 1.2.0 | fixed | 2026-07-09 | 2026-07-10 | -10.1% | 2 | 8.7% | -10.0% | stop |
| CBT | 1.2.0 | fixed | 2026-06-22 | 2026-07-08 | -8.3% | 12 | 3.7% | -8.3% | stop |
| LFUS | 1.2.0 | fixed | 2026-05-05 | 2026-07-07 | -3.7% | 43 | 17.7% | -3.6% | stop |
| MTRN | 1.2.0 | fixed | 2026-06-05 | 2026-07-07 | 9.8% | 21 | 34.0% | -2.1% | stop |
| ST | 1.2.0 | fixed | 2026-05-18 | 2026-07-07 | -9.0% | 34 | 11.1% | -8.9% | stop |
| AUPH | 1.2.0 | fixed | 2026-06-05 | 2026-07-01 | -4.3% | 18 | 16.8% | -6.1% | stop |
| AAMI | 1.2.0 | fixed | 2026-05-27 | 2026-06-18 | -6.7% | 17 | 13.8% | -6.7% | stop |
| NTST | 1.2.0 | fixed | 2026-04-20 | 2026-06-04 | -6.0% | 33 | 1.2% | -5.9% | stop |
| BKH | 1.2.0 | fixed | 2026-01-08 | 2026-06-02 | 2.2% | 100 | 10.7% | -5.1% | max_holding |
| KGS | 1.2.0 | fixed | 2026-05-12 | 2026-05-28 | -9.7% | 12 | 2.9% | -9.6% | stop |
| CRS | 1.2.0 | fixed | 2026-04-09 | 2026-05-19 | -9.4% | 29 | 10.5% | -9.4% | stop |
| POR | 1.2.0 | fixed | 2026-02-02 | 2026-05-15 | -5.1% | 73 | 9.2% | -5.0% | stop |
| WSC | 1.2.0 | fixed | 2026-05-13 | 2026-05-15 | -10.1% | 3 | 1.3% | -10.0% | stop |
| FTDR | 1.2.0 | fixed | 2026-05-01 | 2026-05-11 | -10.1% | 7 | 0.0% | -10.0% | stop |
| RXO | 1.2.0 | fixed | 2026-05-08 | 2026-05-11 | -10.1% | 2 | 0.4% | -10.0% | stop |
| BMY | 1.2.0 | fixed | 2026-05-01 | 2026-05-07 | -6.9% | 5 | 0.0% | -6.8% | stop |
バックテスト履歴
| 実行日時 | Run Type | Strategy | Config | 方式 | Cost | 期間 | 銘柄数 | CAGR | 最大DD | 取引 | Batch ID |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026-09-12 01:59:36.956549 | frozen_historical_verification | FROZEN_SEPA_V2 | 6aa282fd | fixed | 10.00 bps | 2009-09-09 — 2024-08-16 | 4752 | 6.1% | -16.8% | 381 | 20b10ccf |
| 2026-09-12 01:58:27.262969 | frozen_historical_canonical | FROZEN_SEPA_V2 | 6aa282fd | fixed | 10.00 bps | 2009-09-09 — 2024-08-16 | 4752 | 6.1% | -16.8% | 381 | a62e4d64 |
| 2026-09-12 01:56:52.232789 | frozen_historical_verification | FROZEN_SEPA_V1 | afa61b16 | fixed | 10.00 bps | 2009-09-09 — 2024-08-16 | 4752 | 4.8% | -22.5% | 459 | 7b433fe6 |
| 2026-09-12 01:55:44.998854 | frozen_historical_canonical | FROZEN_SEPA_V1 | afa61b16 | fixed | 10.00 bps | 2009-09-09 — 2024-08-16 | 4752 | 4.8% | -22.5% | 459 | ac2269d8 |
| 2026-09-12 01:48:57.631435 | deprecated_cache | FROZEN_SEPA_V2 | 6aa282fd | fixed | 10.00 bps | 2009-09-09 — 2024-08-16 | 4752 | 6.1% | -16.8% | 381 | 3ec8d963 |
| 2026-09-12 01:47:44.601382 | deprecated_cache | FROZEN_SEPA_V2 | 6aa282fd | fixed | 10.00 bps | 2009-09-09 — 2024-08-16 | 4752 | 6.1% | -16.8% | 381 | 8ca8abc2 |
| 2026-09-12 01:46:05.247954 | deprecated_cache | FROZEN_SEPA_V1 | afa61b16 | fixed | 10.00 bps | 2009-09-09 — 2024-08-16 | 4752 | 4.8% | -22.5% | 459 | fd3d5698 |
| 2026-09-12 01:44:56.274402 | deprecated_cache | FROZEN_SEPA_V1 | afa61b16 | fixed | 10.00 bps | 2009-09-09 — 2024-08-16 | 4752 | 4.8% | -22.5% | 459 | 73b05ca5 |
| 2026-09-12 01:24:58.363532 | deprecated_cache | FROZEN_SEPA_V2 | 6aa282fd | fixed | 10.00 bps | 2009-09-09 — 2024-08-16 | 4752 | 6.1% | -16.8% | 381 | f15735ca |
| 2026-09-12 01:21:34.825764 | deprecated_cache | FROZEN_SEPA_V2 | 6aa282fd | fixed | 10.00 bps | 2009-09-09 — 2024-08-16 | 4752 | 6.1% | -16.8% | 381 | 6b347ac3 |
| 2026-09-12 01:18:20.397678 | deprecated_cache | FROZEN_SEPA_V1 | afa61b16 | fixed | 10.00 bps | 2009-09-09 — 2024-08-16 | 4752 | 4.8% | -22.5% | 459 | a31f43ed |
| 2026-09-12 01:14:18.413618 | deprecated_cache | FROZEN_SEPA_V1 | afa61b16 | fixed | 10.00 bps | 2009-09-09 — 2024-08-16 | 4752 | 4.8% | -22.5% | 459 | c81a203c |
| 2026-09-11 22:46:50.227667 | frozen_validation | FROZEN_SEPA_V2 | 6aa282fd | fixed | 10.00 bps | 2024-08-19 — 2026-08-18 | 5284 | -3.3% | -14.7% | 169 | 3979aa76 |
| 2026-09-11 22:46:16.472720 | frozen_validation | FROZEN_SEPA_V2 | 6aa282fd | fixed | 10.00 bps | 2024-08-19 — 2026-08-18 | 5284 | -3.3% | -14.7% | 169 | 0bf2863a |
| 2026-09-11 22:44:13.658303 | deprecated_cache | FROZEN_SEPA_V2 | 6aa282fd | fixed | 10.00 bps | 2009-09-09 — 2024-08-16 | 4752 | 4.6% | -18.2% | 420 | 76c0f428 |
| 2026-09-11 22:40:49.352892 | deprecated_cache | FROZEN_SEPA_V2 | 6aa282fd | fixed | 10.00 bps | 2009-09-09 — 2024-08-16 | 4752 | 4.6% | -18.2% | 420 | d06e04fb |
| 2026-09-11 22:28:26.807398 | frozen_validation | FROZEN_SEPA_V1 | afa61b16 | fixed | 10.00 bps | 2024-08-19 — 2026-08-18 | 5284 | -11.6% | -27.9% | 119 | c87ad01a |
| 2026-09-11 22:25:55.490843 | frozen_validation | FROZEN_SEPA_V1 | afa61b16 | fixed | 10.00 bps | 2024-08-19 — 2026-08-18 | 5284 | -11.6% | -27.9% | 119 | 5732cafb |
| 2026-09-11 22:21:39.992887 | deprecated_cache | FROZEN_SEPA_V1 | afa61b16 | fixed | 10.00 bps | 2009-09-09 — 2024-08-16 | 4752 | 3.2% | -25.9% | 470 | 5680d740 |
| 2026-09-11 22:16:00.397604 | deprecated_cache | FROZEN_SEPA_V1 | afa61b16 | fixed | 10.00 bps | 2009-09-09 — 2024-08-16 | 4752 | 3.2% | -25.9% | 470 | 27684d43 |
| 2026-09-11 08:13:44.711130 | deprecated_cache | FROZEN_SEPA_V1 | afa61b16 | fixed | 10.00 bps | 2009-09-09 — 2024-08-16 | 4752 | 4.3% | -23.5% | 471 | fc4c6078 |
| 2026-09-11 07:55:47.339297 | frozen_validation | FROZEN_SEPA_V1 | afa61b16 | fixed | 10.00 bps | 2024-08-19 — 2026-08-18 | 5284 | -3.2% | -12.9% | 105 | 700e8634 |
| 2026-09-11 07:52:12.129166 | frozen_validation | FROZEN_SEPA_V1 | afa61b16 | fixed | 10.00 bps | 2024-08-19 — 2026-08-18 | 5284 | -3.2% | -12.9% | 105 | 0a64192a |
| 2026-09-11 03:02:19.332708 | research | RESEARCH | a5ecd676 | sma50 | 10.00 bps | 2024-08-19 — 2026-08-18 | 5284 | 5.7% | -14.1% | 187 | 5a9cb7f8 |
| 2026-09-11 02:48:38.796465 | research | RESEARCH | a5ecd676 | sma50 | 10.00 bps | None — None | 5283 | — | — | 0 | 3f214ab9 |
| 2026-09-10 23:56:26.288985 | research | RESEARCH | unchange | sma50 | 10.00 bps | 2024-01-01 — 2025-12-31 | 11 | — | — | 0 | 1e9d476a |
| 2026-09-10 21:45:51.248689 | research | RESEARCH | unchange | sma50 | 10.00 bps | 2024-01-01 — 2025-12-31 | 11 | — | — | 0 | 567650fc |
| 2026-09-10 17:36:38.566801 | research | RESEARCH | unchange | sma50 | 10.00 bps | 2024-01-01 — 2025-12-31 | 11 | — | — | 0 | 42faae59 |
| 2026-08-27 12:01:08.984581 | research | RESEARCH | 3619312c | fixed | 50.00 bps | 2009-09-09 — 2024-08-16 | 4755 | 3.5% | -23.0% | 453 | a598c40e |
| 2026-08-27 12:00:51.801134 | research | RESEARCH | 3619312c | fixed | 25.00 bps | 2009-09-09 — 2024-08-16 | 4755 | 5.1% | -19.0% | 439 | a598c40e |